-100.0%
DFNS vs MNST
+140.8%
-240.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.1% | +12.6% | +12.8% |
| 7D | -13.0% | -6.9% | -6.1% | -14.4% |
| 30D | -56.9% | +3.7% | -60.6% | -56.5% |
| 3M | -93.2% | -0.3% | -92.9% | -93.2% |
| 6M | -95.4% | +5.1% | -100.5% | -95.3% |
| YTD | -99.5% | +18.4% | -117.9% | -99.5% |
| 1Y | -99.6% | +26.3% | -125.9% | -99.6% |
| 3Y | -100.0% | +64.3% | -164.2% | -100.0% |
| 5Y | -100.0% | +96.8% | -196.8% | -100.0% |
| All | -100.0% | +140.8% | -240.8% | -100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MNST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling